Cashier kept my receipt after a return- is this normal?

Because you did not ask for it back.  If you wanted it back, why didn't you speak up?

They should give it back to you; it's your property. However, they can certainly mark it (or punch a hole) to show which items you already returned.  You generally don't have to GIVE them the receipt -- you just have to SHOW them the receipt.  Before you hand it over, you can also ask whether you're getting it back.

Maybe they need it to prove to their manager why the money was returned to a customer. They might need it for their own accounting.

So that you couldn't shoplift an identical item and "return" it again.  

Why don't you ASK them.

It could be an error.

It could be they didnt think you needed it anymore.

How would we know.

I always get mine back.  

They have to keep it as proof of why they gave you money back.  If you exchange they give you another receipt.

To return an item you would normally need to show the receipt to prove that you bought it .. and then, once the item has been returned, the shop needs to keep the receipt for their records.

You don't need it any more because you no longer have the item.

It also stops you from returning a second (identical) item that you didn't buy.

It has been known for people to go into a shop with a receipt .. pick that item off the shelf .. and then go to the 'returns' desk to claim the money back on an item that they haven't actually bought.

1 receipt (which they then keep) = 1 return .. means that you can't do that.

If it’s only 1 item then you have no use for it. 

If you have more items on the receipt, you should have gotten the receipt as well as the receipt saying the item was returned. 

No reason for him to keep your receipt if you still have items on it. 

So you can not make a secound return?  But more likely for record keeping purposes.